MFE

I am on sabbatical in the 2011-2012 academic year.

Notes
Financial Econometrics Notes (Complete Set)
Chapter 1 (Probability, Random Variables and Expectations)
Chapter 2 (Estimation and Inference)
Chapter 3 (Cross Sectional Analysis)
Chapter 4 (Univariate Time Series)
Chapter 5 (Multivariate Time Series)
Chapter 6 (Generalized Method of Moments)
Chapter 7 (Univariate Volatility)
Chapter 8 (Value-at-Risk and Density Forecasting)
Chapter 9 (Multivariate Volatilty, Dependence and Copulas)

Tablet Friendly Version

Financial Econometrics Notes (Complete Set, Tablet Optimized)
This is an experimental version of my notes optimized for use on a tablet (e.g. Google Nexus 7 or 10, Apple iPads, or Microsoft Surface). There are a small number of typesetting errors that I will be addressing over time.